-47.8%
CHTR vs ES
+83.3%
-131.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.0% | +5.7% |
| 7D | -7.1% | -3.5% | -3.7% | -6.0% |
| 30D | -10.9% | -3.0% | -7.9% | -10.0% |
| 3M | +2.0% | -0.3% | +2.3% | +2.0% |
| 6M | -35.9% | -5.2% | -30.8% | -34.9% |
| YTD | -32.7% | +4.8% | -37.4% | -34.1% |
| 1Y | -46.6% | +12.7% | -59.3% | -49.3% |
| 3Y | -66.7% | +27.5% | -94.2% | -70.5% |
| 5Y | -82.1% | -4.7% | -77.5% | -82.4% |
| All | -47.8% | +83.3% | -131.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling